TY  - JOUR
ID  - iiasa13949
UR  - https://pure.iiasa.ac.at/id/eprint/13949/
IS  - 3
A1  - Rockafellar, R.
A1  - Wets, R.
Y1  - 1982/09/30/
N2  - We show that the operators Eg(conditional expectation given a ?-field g) and ? (subdifferentiation), when applied to a normal convex integrand ? commute if the effective domain multifunction ??{x?Rnf(?,x)<+? is g-measurable.
PB  - Taylor & Francis
JF  - Stochastics
VL  - 7
SN  - 0090-9491
TI  - On the interchange of subdifferentiation and conditional expectation for convex functionals
SP  - 173
AV  - none
EP  - 182
ER  -